+219.2%
CVX vs JHX
+106.3%
+112.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | +2.6% | -6.3% | +8.9% | +4.1% |
| 30D | +9.8% | -7.7% | +17.6% | +11.6% |
| 3M | +16.2% | +19.2% | -3.0% | +10.6% |
| 6M | +13.6% | +38.3% | -24.7% | +2.5% |
| YTD | +44.4% | +37.2% | +7.2% | +29.9% |
| 1Y | +40.6% | +42.3% | -1.7% | +24.3% |
| 3Y | +48.2% | -4.4% | +52.6% | +33.3% |
| 5Y | +172.3% | -26.4% | +198.6% | +160.7% |
| All | +219.2% | +106.3% | +112.9% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JHX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling